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Derivatives and Risk Management, 1st Edition
book

Derivatives and Risk Management, 1st Edition

by Sundaram Janakiramanan
May 2024
Intermediate to advanced content levelIntermediate to advanced
542 pages
27h 26m
English
Pearson India
Content preview from Derivatives and Risk Management, 1st Edition
308 Derivatives and Risk Management
pattern can be arrived at by naked trading in another option. For example, the prot pattern from covered
call writing, involving a long stock and a written call, can be arrived at by writing a put.
is indicates that only one type of option exists. An investor can include a call option in their portfo-
lio or just as easily create the option position by investing in the underlying security and a put. Of course
the prots will vary for the two strategies, but they can be made equal by including risk-free securities.
is relationship between a call and a put is known as the put–call parity, which will be di ...
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Publisher Resources

ISBN: 9781299447547Publisher Website